Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet

zbMATH Open1484.60042arXiv2002.06263MaRDI QIDQ5164435FDOQ5164435

Authors: Xavier Bardina, Carles Rovira 

Publication date: 11 November 2021

Abstract: In this paper, we show an approximation in law, in the space of the continuous functions on $[0,1{]}^2$, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that converge to the Brownian sheet. As an application, we obtain a sequence of processes constructed from a L'evy sheet that converges in law towards the fractional Brownian sheet.

Full work available at URL: https://arxiv.org/abs/2002.06263

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zbMATH Keywords

weak convergencefractional Brownian sheettwo-parameter Gaussian processesLévy sheet

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Cited In (7)

• Weak convergence towards two independent Gaussian processes from a unique Poisson process
• Title not available (Why is that?)
• Weak convergence to a class of Gaussian proccesses in anisotropique
• Weak approximation in Besov spaces of Gaussian sheets from Poisson processes
• Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
• Weak approximation of the Brownian sheet from a Poisson process in the plane
• Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs

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